Vector-valued coherent risk measure processes (Q4979884)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Vector-valued coherent risk measure processes |
scientific article; zbMATH DE number 6305523
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Vector-valued coherent risk measure processes |
scientific article; zbMATH DE number 6305523 |
Statements
VECTOR-VALUED COHERENT RISK MEASURE PROCESSES (English)
0 references
19 June 2014
0 references
vector-valued risk measure
0 references
coherent risk measure
0 references
dynamic risk measure
0 references
dual representation
0 references
transaction costs
0 references
partial order
0 references
0.8439438343048096
0 references
0.8209433555603027
0 references
0.8203215003013611
0 references
0.8138827085494995
0 references
0.8095059990882874
0 references
